Abstract
Uniform order statistics generated by two simulation methods are compared by means of Pitman's measure of closeness. This measure, as a probability, is shown to be asymptotically 1/2. Some results are also established for fixed points of the cumulative distribution function (CDF) for a uniform order statistic. These fixed points are important for calculations involving the joint distribution of these order statistics.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 2732-2743 |
| Number of pages | 12 |
| Journal | Communications in Statistics: Simulation and Computation |
| Volume | 43 |
| Issue number | 10 |
| DOIs | |
| State | Published - 2014 |
Keywords
- Fixed points
- Limiting distribution
- Order statistics
- Pitman's measure of closeness
- Simulation methods
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation